Quote from mkmps:
[B... I've been working on and off trying to shorten the timeframes of historical data without having the computer calculate for days. [/B]
Jurik's WAV can help with this. I've just started playing with it in my NN work..
WAV compresses one signal through time.. their DDR product (indistinguishable from magic, to me) decorrelates and normalizes your inputs (ie horizontal compression)
What people seem to forget is that, with NN's, the data pre-processing is _THE_ most important part of the process.
--laz